+418.6%
AME vs PAYC
+1,328.5%
-910.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +5.9% | +4.9% | +1.0% | +4.9% |
| 30D | -1.9% | +4.1% | -6.0% | -2.9% |
| 3M | -5.4% | +11.5% | -16.8% | -7.7% |
| 6M | +4.9% | +85.3% | -80.4% | -8.8% |
| YTD | +18.5% | +57.3% | -38.8% | +5.5% |
| 1Y | +25.5% | +52.6% | -27.1% | +12.4% |
| 3Y | +63.0% | +48.3% | +14.8% | +44.3% |
| 5Y | +78.3% | -47.8% | +126.1% | +86.8% |
| 10Y | +447.1% | +515.9% | -68.8% | +271.7% |
| All | +418.6% | +1,328.5% | -910.0% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAYC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling